08/01/2021
[Study Group] Bayesian Statistics with the Rethinking Material 15
Basis-Splines
- Interpolation of localised functions possible
- Called P(enalised)-Splines in Bayesian terms
- Weights (w) are synonymous with slopes
- Basis functions (B) are synthetic variables (turn
on weights in regions of x)
- Global function defined by:
• Number of knots (transitions between local
functions; usually placed at quantiles of data)
• Polynomial degree of local functions
Linear means additive.
Neither are mechanistic and can exhibit strange behaviour beyond the limits of the data!
We can have curved relationships in linear models via: